RECOGNIZING DETERMINISM IN A TIME-SERIES

被引:163
作者
WAYLAND, R
BROMLEY, D
PICKETT, D
PASSAMANTE, A
机构
[1] Naval Air Warfare Center, Aircraft Division, Warminster
关键词
D O I
10.1103/PhysRevLett.70.580
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
A quantitative measure of determinism in a recurrent time series is developed. Specifically, scalar time series data are used to form a vector series in reconstructed phase space. A statistic is then developed to measure the observed ''continuity'' of the vector series. The statistic is used as a measure of determinism. Several examples are included to demonstrate the effectiveness of the method.
引用
收藏
页码:580 / 582
页数:3
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